Estimating the Expected Marginal Rate of Substitution: Exploiting Idiosyncratic Risk
Year of publication: |
2004-10
|
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Authors: | Flood, Robert P. ; Rose, Andrew |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | IFM AP published as Flood, Robert and Andrew Rose. “Estimating the Expected Marginal Rate of Substitution: A Systematic Exploitation of Idiosyncratic Risk.” Journal of Monetary Economics 2005. Number 10805 |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
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